+932.5%
CSX vs AWK
+1,042.6%
-110.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | -5.5% | +4.1% | -9.6% | -7.2% |
| 30D | +4.9% | +18.0% | -13.1% | -2.3% |
| 3M | -2.9% | +12.2% | -15.1% | -7.7% |
| 6M | +8.3% | +21.2% | -12.9% | -0.8% |
| YTD | +36.7% | +17.6% | +19.2% | +26.2% |
| 1Y | +41.5% | +19.2% | +22.3% | +29.6% |
| 3Y | +68.6% | +26.7% | +41.9% | +45.8% |
| 5Y | +48.4% | -1.3% | +49.8% | +42.6% |
| 10Y | +446.6% | +159.7% | +286.9% | +213.7% |
| All | +932.5% | +1,042.6% | -110.0% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling